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Evidence of a leadership role in the Chilean stock exchanges

  • Parisi, Franco
  • Nail, Lance
  • Soto, Catherine

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File URL: http://www.sciencedirect.com/science/article/B6VGV-44Y0YMC-1/2/5073db8e0907f10e257f9e1d20703d4b
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Article provided by Elsevier in its journal Journal of Multinational Financial Management.

Volume (Year): 12 (2002)
Issue (Month): 3 (July)
Pages: 191-205

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Handle: RePEc:eee:mulfin:v:12:y:2002:i:3:p:191-205
Contact details of provider: Web page: http://www.elsevier.com/locate/mulfin

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  1. Tim Bollerslev, 1986. "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
  2. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
  3. Schwert, G.W. & Seguin, P.J., 1988. "Heteroskedasticity In Stock Returns," Papers bc_88-02, Rochester, Business - General.
  4. Schwert, G.W., 1989. "Stock Volatility And The Crash Of '87," Papers 89-01, Rochester, Business - General.
  5. French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987. "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, vol. 19(1), pages 3-29, September.
  6. Chowdhry, Bhagwan & Nanda, Vikram, 1991. "Multimarket Trading and Market Liquidity," Review of Financial Studies, Society for Financial Studies, vol. 4(3), pages 483-511.
  7. Howe, John S. & Madura, Jeff & Tucker, Alan L., 1993. "International listings and risk," Journal of International Money and Finance, Elsevier, vol. 12(1), pages 99-110, February.
  8. Jorge L. Urrutia, 1995. "Tests Of Random Walk And Market Efficiency For Latin American Emerging Equity Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(3), pages 299-309, 09.
  9. Harvey, Campbell R & Huang, Roger D, 1991. "Volatility in the Foreign Currency Futures Market," Review of Financial Studies, Society for Financial Studies, vol. 4(3), pages 543-69.
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